Lead Quantitative Analytics Specialist-Market Risk Model Validator

Job description

About this role: The Markets Model Risk Management (MRM) team is seeking an experienced Lead Quantitative Analytics Specialist - Market Risk Model Validator (Vice-President) to join the Trading and Market Risk Division to support the independent validation of derivative pricing models used by Macro trading desk within Corporate & Investment Banking (CIB) , with a primary focus on Rates and FX derivatives . This position is dedicated to validating front‑office Rates and FX derivative models within the Corporate & Investment Banking (CIB) division. The role is closely aligned with the expansion needs of the Macro Trading Desk , supporting the development and implementation of new and enhanced models such as Term Structure Models, Curves, and Volatility Surfaces. These models are designed for a range of products, including single currency and cross-currency Bermudan options, callable instruments, range accruals, collateralized inflation-linked floaters, hybrids, etc. The position offers significant exposure to the intricacies of complex derivative modeling while maintaining a strong commitment to model‑risk governance and control. The role offers a unique opportunity to work at the in...